diff --git a/python-package/setup.py b/python-package/setup.py
index 9b0fa157a..853a92f7d 100644
--- a/python-package/setup.py
+++ b/python-package/setup.py
@@ -53,6 +53,7 @@ def find_version(*file_paths):
     'cython',
     'albumentations',
     'prettytable',
+    'mxnet',
 ]
 
 extensions = [